TABLE 10-4 Futures Quote Interest Rate Futures Wednesday, August 03, 2016 NICETO READERS: As of 6/15/11, Lifetime High and Low values represent Year-to-date High and Low until further notice. KEY TO EXCHANGES: CBT: Chicago Board of Trade; CME: Chicago Mercantile Exchange; CMX: Comex; DME: Dubai Mercantile Exchange; ENXT: Euronext.liffe EUREX: EUREX; ICE-EU: ICE Futures Europe; ICE-US: ICE Futures U.S.; KC: Kansas City Board of Trade; ME: Montreal Exchange; MPLS: Minneapolis Grain Exchange NYM: New York Mercantile Exchange, or Nymex; SGX-DT: Singapore Exchange Derivatives Trading Ltd Treasury Bonds (CBT)-$100,000; pts 32nds of 100% LIFETIME Chg Hi 16 171-140 172-050 158-200 Dec 16 70-140 170-230 159-290 Est vol 395,934; vol 570,038; open int, 563,228 Treasury Notes (CBT)-$100,000; pts 32nds of 100% LIFETIME Hi Open Int 2.756.433 132-130 132-20 134-075 Dec 16 131-130 131-220 Est vol 1,977,784; vol 2,791,794; open int, 2,769,492 5 Yr. Treasury Notes (CBT)-$100,000; pts 32nds of 100% Settle 121-220 119-235 121-282 121-237 121-285 17.726 Est vol 813,686; vol 1,141,306; open int, 2.755,966 2 Yr. Treasury Notes (CBT)-$200,000; pts 32nds of 100% LIFETTME Open Int 109-145 109-155 109-135 108-250 1,089,190 Est vol 317,124; vol 410,632; open int,2,093,955 Eurodollar (CME)-$1,000,000; pts of 100% LIFETIME Low 99.2100 99.1850 99.1500 99.1900 99.197 99.4350 99.1100 99.1650 98.9200 99.1500 99.1350 99.1100 99.1350 36,768 .0100 .0100 99.3700 98.6000 Jun 17 99.0850 99.0550 99-0150 98.9950 98.9600 98.9250 98.8800 927,677 816,393 1,213.547 99.0450 99-3500 99.050o 98.3250 Dec 17 98.9800 98.9500 98.9050 98,8500 98.8150 98.7750 98.7300 99.1350 98.9550 98.9200 428,536 534.731 99.1550 97.9500 978700 97.8100 99.1050 98.8050 98.7650 98.7250 287,696 98.8000o 98.7600 19 .0100 +.0100 +.0100 19 98.7650 97.6850 97.6250 97.5750 97.5250 97-4700 97-4200 97.3750 97-3300 97.2900 Dec 19 98.7150 98.6350 98.5800 98.5300 98.4700 98.4250 98.7100 98.6650 98.61 98.5650 98.5100 98.9050 98.8600 98.8150 98.7700 98.7150 98.6300 98.6250 98.5300 82,732 Dec 20 98.5200 Mar 21 53,826 98.4100 98.3600 47,830 98.5750 98.2650 98.2350 98.2000 98.2750 98.2250 98.1850 98.1550 98.4800 98.4350 0050 97.2200 97.1900 97.1600 97.1350 97.1200 97.1000 97.0800 97.1850 10,521 Jun 22 98.1950 98.1450 98.1150 98.1850 98.1450 98.1150 Dec 22 Mar 23 Jun 23 Sep 23 Dec 23 98.0500 98.0500 98.o80o 98.0850 860 98.0500 98.0200 Est voll 1,617,855; val 2,143,205; opan int, 10,506,734 Currency Futures Wednesday, August 03, 2016 Japanese Yen (CME)-12,500,000; $ per 100 LIFETIME Open Int Sep 16 Dec 16 Mar 17 Jun 17 9903 1.0131 .8282 1.700 1.002 1.0182 Est voll 92,031;vol 145,331; open int, 156,696 Canadian Dollar (CME)-CAD 100,000; $ per CAD IFETIME Sep 16 Dec 16 Mar 17 Jun 17 111,397 7574 Est voll 59,282; wol 80,382; open int, 115,825 British Pound (CME)-E62,500; $ per E 12111 Chg Open Int 16 Dec 16 Mar 17 Jun 17 1-3325 .3314 1,965 1.3243 1-3397 Est voll 65,616; vo 95,466; open int, 233,265 Swiss Franc (CME)-CHF 125,000; $per CHF LIFETIME Open Int Sep 16 44.731 Dec 16 Est voll 18,138; ol 14,808; open int, 44,853 Euro (CME)-125,000; $ per LIFETIME Open Int 1.1167 1.1666 1.1701 1.1733 1.1782 1.1244 1.1162 Dec 16 Mar 17 Tun 17 1.1283 1.1315 1.1350 1.1313 1.1257 1.1258 1,332 1.1332 1.1324 1.1309 Est vol 116,941; o 231,019 aopen int, 378,500 Index Futures Wednesday, August 03, 2016 Mini DJ Industrial Average (CBT)-$5 x index LIFETIME 18281 18188 18269 138,900 LIFETIME 18281 18188 18269 8495 5751 138,900 18149 18103 18174 S & P 500 Index (CME)-$250 x index LIFETIME 16 2158.00 2157.00 1819.80 93.992 Dec 16 2140.00 2149.30 2149.40 1812.40 1,189 Est vol 1,781; vol 3,915; open int, 95,301 Mini S &P 500 (CME)-$50 x index LIFETIME Hi 2158.25 2150.50 2152.25 2,902,982 2145.25 2137-75 2131.50 2157.0o 2171.75 Dec 16 2149.50 1823-75 Mar 17 2134.75 +4.25 1802.00 Est vol 1,362,407; vol 1,964,515; open int, 2,943,229 Mini Nasdaq 100 (CME)-$20 index LIFETIME 16 4728.3 283.965 Dec 16 4698.8 4720.5 4720-3 4727.8 Est vol 168,412; vol 260,958; open int, 284,511 Mini Russell 2000 (ICE-US)-$100 x index LIFETIME Open Int 1211.40 1195-90 +11.10 979.80 326,874 Dec 16 1198.00 +11.10 1218.70 Est vol 67,048; vol 84,267; open int, 328,302 Nikkei Stock Average (CME)-$5 index LIFETIME Open Int 16285 Dec 16 16115 6215 16060 16495 Est vol 13,124; vol 14,927; open int, 36,017 CBOE VOLATILITY INDEX VX Contract Prices (US$) ContractVolume Open Interest Hi Change Total 13.83 6.25 18.02 4-71 16.60 16.25 17.99 18 18.45 7.00 -0.35 Oct 16 Nov 16 Dec 16 Jan 17 Feb 17 Mar 17 18.25 18.60 18.000 20879 34135 18 18.50 19.60 19.85 20.00 19.525 9.775 19.950 -0.20 -0.10 0.10 -0.02 18575 20.05 19.74 19.80 943 20.15 19.96 1835 Refer to Table 10-4 a. What was the settlement price on the December 2017 Eurodollar futures contract on August 3, 2016? (Round your answer to 2 decimal places. (e.g., 32.16)) b. How many five-year Treasury Note futures contracts traded on August 2, 2016? C. What is the face value on a Swiss Franc currency futures contract on August 3, 2016? d. What was the settlement price on the September 2016 Mini DJIA futures contract on August 2, 2016? a. Settlement price of Eurodollar futures contract b. Number of futures contracts c. Face value on a Swiss Franc currency futures contract d. Settlement price of Mini DJIA futures contract CHF TABLE 10-4 Futures Quote Interest Rate Futures Wednesday, August 03, 2016 NICETO READERS: As of 6/15/11, Lifetime High and Low values represent Year-to-date High and Low until further notice. KEY TO EXCHANGES: CBT: Chicago Board of Trade; CME: Chicago Mercantile Exchange; CMX: Comex; DME: Dubai Mercantile Exchange; ENXT: Euronext.liffe EUREX: EUREX; ICE-EU: ICE Futures Europe; ICE-US: ICE Futures U.S.; KC: Kansas City Board of Trade; ME: Montreal Exchange; MPLS: Minneapolis Grain Exchange NYM: New York Mercantile Exchange, or Nymex; SGX-DT: Singapore Exchange Derivatives Trading Ltd Treasury Bonds (CBT)-$100,000; pts 32nds of 100% LIFETIME Chg Hi 16 171-140 172-050 158-200 Dec 16 70-140 170-230 159-290 Est vol 395,934; vol 570,038; open int, 563,228 Treasury Notes (CBT)-$100,000; pts 32nds of 100% LIFETIME Hi Open Int 2.756.433 132-130 132-20 134-075 Dec 16 131-130 131-220 Est vol 1,977,784; vol 2,791,794; open int, 2,769,492 5 Yr. Treasury Notes (CBT)-$100,000; pts 32nds of 100% Settle 121-220 119-235 121-282 121-237 121-285 17.726 Est vol 813,686; vol 1,141,306; open int, 2.755,966 2 Yr. Treasury Notes (CBT)-$200,000; pts 32nds of 100% LIFETTME Open Int 109-145 109-155 109-135 108-250 1,089,190 Est vol 317,124; vol 410,632; open int,2,093,955 Eurodollar (CME)-$1,000,000; pts of 100% LIFETIME Low 99.2100 99.1850 99.1500 99.1900 99.197 99.4350 99.1100 99.1650 98.9200 99.1500 99.1350 99.1100 99.1350 36,768 .0100 .0100 99.3700 98.6000 Jun 17 99.0850 99.0550 99-0150 98.9950 98.9600 98.9250 98.8800 927,677 816,393 1,213.547 99.0450 99-3500 99.050o 98.3250 Dec 17 98.9800 98.9500 98.9050 98,8500 98.8150 98.7750 98.7300 99.1350 98.9550 98.9200 428,536 534.731 99.1550 97.9500 978700 97.8100 99.1050 98.8050 98.7650 98.7250 287,696 98.8000o 98.7600 19 .0100 +.0100 +.0100 19 98.7650 97.6850 97.6250 97.5750 97.5250 97-4700 97-4200 97.3750 97-3300 97.2900 Dec 19 98.7150 98.6350 98.5800 98.5300 98.4700 98.4250 98.7100 98.6650 98.61 98.5650 98.5100 98.9050 98.8600 98.8150 98.7700 98.7150 98.6300 98.6250 98.5300 82,732 Dec 20 98.5200 Mar 21 53,826 98.4100 98.3600 47,830 98.5750 98.2650 98.2350 98.2000 98.2750 98.2250 98.1850 98.1550 98.4800 98.4350 0050 97.2200 97.1900 97.1600 97.1350 97.1200 97.1000 97.0800 97.1850 10,521 Jun 22 98.1950 98.1450 98.1150 98.1850 98.1450 98.1150 Dec 22 Mar 23 Jun 23 Sep 23 Dec 23 98.0500 98.0500 98.o80o 98.0850 860 98.0500 98.0200 Est voll 1,617,855; val 2,143,205; opan int, 10,506,734 Currency Futures Wednesday, August 03, 2016 Japanese Yen (CME)-12,500,000; $ per 100 LIFETIME Open Int Sep 16 Dec 16 Mar 17 Jun 17 9903 1.0131 .8282 1.700 1.002 1.0182 Est voll 92,031;vol 145,331; open int, 156,696 Canadian Dollar (CME)-CAD 100,000; $ per CAD IFETIME Sep 16 Dec 16 Mar 17 Jun 17 111,397 7574 Est voll 59,282; wol 80,382; open int, 115,825 British Pound (CME)-E62,500; $ per E 12111 Chg Open Int 16 Dec 16 Mar 17 Jun 17 1-3325 .3314 1,965 1.3243 1-3397 Est voll 65,616; vo 95,466; open int, 233,265 Swiss Franc (CME)-CHF 125,000; $per CHF LIFETIME Open Int Sep 16 44.731 Dec 16 Est voll 18,138; ol 14,808; open int, 44,853 Euro (CME)-125,000; $ per LIFETIME Open Int 1.1167 1.1666 1.1701 1.1733 1.1782 1.1244 1.1162 Dec 16 Mar 17 Tun 17 1.1283 1.1315 1.1350 1.1313 1.1257 1.1258 1,332 1.1332 1.1324 1.1309 Est vol 116,941; o 231,019 aopen int, 378,500 Index Futures Wednesday, August 03, 2016 Mini DJ Industrial Average (CBT)-$5 x index LIFETIME 18281 18188 18269 138,900 LIFETIME 18281 18188 18269 8495 5751 138,900 18149 18103 18174 S & P 500 Index (CME)-$250 x index LIFETIME 16 2158.00 2157.00 1819.80 93.992 Dec 16 2140.00 2149.30 2149.40 1812.40 1,189 Est vol 1,781; vol 3,915; open int, 95,301 Mini S &P 500 (CME)-$50 x index LIFETIME Hi 2158.25 2150.50 2152.25 2,902,982 2145.25 2137-75 2131.50 2157.0o 2171.75 Dec 16 2149.50 1823-75 Mar 17 2134.75 +4.25 1802.00 Est vol 1,362,407; vol 1,964,515; open int, 2,943,229 Mini Nasdaq 100 (CME)-$20 index LIFETIME 16 4728.3 283.965 Dec 16 4698.8 4720.5 4720-3 4727.8 Est vol 168,412; vol 260,958; open int, 284,511 Mini Russell 2000 (ICE-US)-$100 x index LIFETIME Open Int 1211.40 1195-90 +11.10 979.80 326,874 Dec 16 1198.00 +11.10 1218.70 Est vol 67,048; vol 84,267; open int, 328,302 Nikkei Stock Average (CME)-$5 index LIFETIME Open Int 16285 Dec 16 16115 6215 16060 16495 Est vol 13,124; vol 14,927; open int, 36,017 CBOE VOLATILITY INDEX VX Contract Prices (US$) ContractVolume Open Interest Hi Change Total 13.83 6.25 18.02 4-71 16.60 16.25 17.99 18 18.45 7.00 -0.35 Oct 16 Nov 16 Dec 16 Jan 17 Feb 17 Mar 17 18.25 18.60 18.000 20879 34135 18 18.50 19.60 19.85 20.00 19.525 9.775 19.950 -0.20 -0.10 0.10 -0.02 18575 20.05 19.74 19.80 943 20.15 19.96 1835 Refer to Table 10-4 a. What was the settlement price on the December 2017 Eurodollar futures contract on August 3, 2016? (Round your answer to 2 decimal places. (e.g., 32.16)) b. How many five-year Treasury Note futures contracts traded on August 2, 2016? C. What is the face value on a Swiss Franc currency futures contract on August 3, 2016? d. What was the settlement price on the September 2016 Mini DJIA futures contract on August 2, 2016? a. Settlement price of Eurodollar futures contract b. Number of futures contracts c. Face value on a Swiss Franc currency futures contract d. Settlement price of Mini DJIA futures contract CHF